CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 15-Oct-2013
Day Change Summary
Previous Current
14-Oct-2013 15-Oct-2013 Change Change % Previous Week
Open 0.9609 0.9623 0.0014 0.1% 0.9672
High 0.9632 0.9641 0.0009 0.1% 0.9674
Low 0.9607 0.9590 -0.0017 -0.2% 0.9560
Close 0.9623 0.9598 -0.0025 -0.3% 0.9632
Range 0.0025 0.0051 0.0026 104.0% 0.0114
ATR 0.0041 0.0042 0.0001 1.7% 0.0000
Volume 259 124 -135 -52.1% 1,323
Daily Pivots for day following 15-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9763 0.9731 0.9626
R3 0.9712 0.9680 0.9612
R2 0.9661 0.9661 0.9607
R1 0.9629 0.9629 0.9603 0.9620
PP 0.9610 0.9610 0.9610 0.9605
S1 0.9578 0.9578 0.9593 0.9569
S2 0.9559 0.9559 0.9589
S3 0.9508 0.9527 0.9584
S4 0.9457 0.9476 0.9570
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9964 0.9912 0.9695
R3 0.9850 0.9798 0.9663
R2 0.9736 0.9736 0.9653
R1 0.9684 0.9684 0.9642 0.9653
PP 0.9622 0.9622 0.9622 0.9607
S1 0.9570 0.9570 0.9622 0.9539
S2 0.9508 0.9508 0.9611
S3 0.9394 0.9456 0.9601
S4 0.9280 0.9342 0.9569
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9641 0.9560 0.0081 0.8% 0.0044 0.5% 47% True False 246
10 0.9675 0.9560 0.0115 1.2% 0.0039 0.4% 33% False False 215
20 0.9775 0.9560 0.0215 2.2% 0.0041 0.4% 18% False False 166
40 0.9775 0.9420 0.0355 3.7% 0.0039 0.4% 50% False False 133
60 0.9775 0.9420 0.0355 3.7% 0.0036 0.4% 50% False False 109
80 0.9775 0.9360 0.0415 4.3% 0.0035 0.4% 57% False False 98
100 0.9777 0.9360 0.0417 4.3% 0.0035 0.4% 57% False False 82
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9858
2.618 0.9775
1.618 0.9724
1.000 0.9692
0.618 0.9673
HIGH 0.9641
0.618 0.9622
0.500 0.9616
0.382 0.9609
LOW 0.9590
0.618 0.9558
1.000 0.9539
1.618 0.9507
2.618 0.9456
4.250 0.9373
Fisher Pivots for day following 15-Oct-2013
Pivot 1 day 3 day
R1 0.9616 0.9605
PP 0.9610 0.9603
S1 0.9604 0.9600

These figures are updated between 7pm and 10pm EST after a trading day.

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